+30.0%
MGY vs PFG
+70.6%
-40.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | -0.3% |
| 7D | +3.5% | -0.4% | +4.0% | +3.7% |
| 30D | +5.3% | +2.9% | +2.4% | +3.5% |
| 3M | +2.6% | +6.7% | -4.1% | -1.3% |
| 6M | -3.3% | +33.8% | -37.1% | -18.9% |
| YTD | +29.2% | +35.0% | -5.7% | +7.0% |
| 1Y | +18.0% | +46.4% | -28.4% | -7.9% |
| 3Y | +30.0% | +71.6% | -41.6% | -11.2% |
| All | +30.0% | +70.6% | -40.5% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling